You should spend at least the first five turns establishing your infrastructure. During this period you need to do all of the following:

Move any weak fleets/armies together so that they are not quickly destroyed by your enemies.

Build buildings on any resource spots that are empty, especially plantations.

Set your initial school to research a technology, especially either Plug Bayonets, Common Land Enclosures, or Physiocracy

If you plan to mobilize forces in another theater first, move your large home armies to that theater aboard a naval vessel.

Once you begin to mobilize your forces against an enemy continue your offensive until the enemy controls no land route to attack you or is completely destroyed. If during an offensive other nations declare war on you that hold no regions of strategic value to you attempt to repair relations with the nation by giving them state gifts.

While mobilizing an invasion you should ignore forts and other buildings, only attack region capitals. Also never enter into offensive siege battles, instead siege the city with your army for the two to five turns. This will make the eventual battle much easier as the opposing force will not be barricaded in a fort, it is very rare that the computer will actually use this extra time to try to break the siege with another army.

Do not spend early turns pursuing alliances and trade routes. Once war breaks out in Europe most alliances beyond what you start the game with will quickly become liabilities souring your diplomatic prospects with all the other nations.

If you plan to maintain a large navy invest in trade ships and send them to South America and Africa. These ships will generate huge amounts of wealth if you can protect them. Do not invest in a navy however if you have no strategic interests separated by oceans. The upkeep costs of the ships you can avoid paying will often offset lost trade income.

If you have interests in the Americas try to establish control over the entire theater. Doing this will both make your colonies easier to defend and will give you a monopoly on the valuable commodities here.

The AI will rarely if ever make amphibious landings. So do not spend valuable time and money building garrison forces to protect islands, yes even Britain.

Pay attention to any missions that arise as you are playing. These missions are scripted and often reward you for conquering regions you are after anyhow.

The ideal army for most of the early game is a general, a single unit of cavalry, a single unit of mobile artillery, and seventeen units of line infantry. Once you begin a land war continually replenish your main army and recruit replacement units as necessary.

If you need to garrison an occupied city because of the threat of rebellion aim for the most cost effective units available. If you are building a garrison because the city is near an active front, do not use any units that are worse than militias.